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Random Weighting Estimation of One-sided Confidence Intervals in Discrete Distributions.
Yalin Jiao
Yongmin Zhong
Shesheng Gao
Bijan Shirinzadeh
Published in:
Int. J. Intell. Mechatronics Robotics (2011)
Keyphrases
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confidence intervals
sample size
markov chain
monte carlo
stochastic systems
limit theorems
stopping rules
sufficiently small
test set
importance sampling
density estimation
heavy tailed
variance reduction
machine learning
conditional probabilities
upper bound
objective function
reinforcement learning